-91.6%
AMIX vs OMC
+24.5%
-116.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.2% | -9.1% |
| 7D | -25.1% | +12.5% | -37.6% | -36.1% |
| 30D | -54.5% | +16.3% | -70.8% | -62.8% |
| 3M | -91.7% | +8.1% | -99.8% | -92.8% |
| 6M | -79.4% | +17.2% | -96.6% | -83.1% |
| YTD | -86.1% | +11.8% | -97.8% | -88.5% |
| 1Y | -91.6% | +23.9% | -115.5% | -93.0% |
| All | -91.6% | +24.5% | -116.1% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling